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RBI Call/BAWAG Group 23-24/  AT0000A33AT6  /

Wien OS
09/08/2024  12:07:41 Chg.+0.051 Bid17:25:52 Ask17:25:52 Underlying Strike price Expiration date Option type
0.333EUR +18.09% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 65.00 - 20/09/2024 Call
 

Master data

WKN: RC08VW
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.64
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -0.06
Time value: 0.31
Break-even: 68.12
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.63
Spread abs.: 0.02
Spread %: 6.85%
Delta: 0.51
Theta: -0.04
Omega: 10.51
Rho: 0.03
 

Quote data

Open: 0.328
High: 0.333
Low: 0.328
Previous Close: 0.282
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.88%
1 Month
  -2.06%
3 Months  
+86.03%
YTD  
+516.67%
1 Year  
+484.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.295 0.152
1M High / 1M Low: 0.543 0.152
6M High / 6M Low: 0.543 0.020
High (YTD): 23/07/2024 0.543
Low (YTD): 17/01/2024 0.010
52W High: 23/07/2024 0.543
52W Low: 17/01/2024 0.010
Avg. price 1W:   0.239
Avg. volume 1W:   1,200
Avg. price 1M:   0.399
Avg. volume 1M:   391.304
Avg. price 6M:   0.178
Avg. volume 6M:   137.097
Avg. price 1Y:   0.111
Avg. volume 1Y:   68
Volatility 1M:   330.12%
Volatility 6M:   281.47%
Volatility 1Y:   286.37%
Volatility 3Y:   -